IDU vs. ITOT

Last updated Jun 5, 2026

IDU (iShares U.S. Utilities ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both exchange-traded funds - IDU is a Utilities Equities fund tracking the Dow Jones U.S. Utilities Index, while ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index. Both are passively managed. Over the past 10 years, IDU returned 8.80%/yr vs 15.01%/yr for ITOT. A 0.52 correlation means they provide meaningful diversification when combined. IDU charges 0.42%/yr vs 0.03%/yr for ITOT.

Performance

IDU vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Utilities ETF (IDU) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDU achieves a 3.25% return, which is significantly lower than ITOT's 11.78% return. Over the past 10 years, IDU has underperformed ITOT with an annualized return of 8.80%, while ITOT has yielded a comparatively higher 15.01% annualized return.

IDU

• 1D: 0.60%
• 1M: -4.84%
• YTD: 3.25%
• 6M: 1.90%
• 1Y: 9.25%
• 3Y*: 13.84%
• 5Y*: 9.17%
• 10Y*: 8.80%

ITOT

• 1D: 0.48%
• 1M: 4.64%
• YTD: 11.78%
• 6M: 11.52%
• 1Y: 28.81%
• 3Y*: 22.39%
• 5Y*: 12.80%
• 10Y*: 15.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDU vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDU iShares U.S. Utilities ETF	3.25%	15.23%	23.23%	-5.02%	0.17%	16.96%	-1.07%	24.21%	3.93%	11.94%
ITOT iShares Core S&P Total U.S. Stock Market ETF	11.78%	17.00%	23.80%	26.12%	-19.47%	25.68%	20.71%	30.67%	-5.33%	21.37%

Correlation

The correlation between IDU and ITOT is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (10Y) Calculated over the trailing 10-year period	0.37
Correlation (All Time) Calculated using the full available price history since Jan 26, 2004	0.52

Over the past year, the correlation between IDU and ITOT has dropped to 0.22 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.

IDU vs. ITOT - Sectors Allocation Comparison

Sectors	IDU	ITOT
Utilities	90.3%	2.3%
Industrials	8.8%	9.5%
Energy	0.5%	3.7%
Basic Materials	-	2.1%
Communication Services	-	10.3%
Consumer Cyclical	-	10.1%
Consumer Defensive	-	4.7%
Financial Services	-	12.1%
Healthcare	-	9.0%
Real Estate	-	2.4%
Technology	-	33.8%

Return for Risk

IDU vs. ITOT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDU

IDU Risk / Return Rank: 21
IDU Sharpe Ratio Rank: 21
IDU Sortino Ratio Rank: 20
IDU Omega Ratio Rank: 20
IDU Calmar Ratio Rank: 23
IDU Martin Ratio Rank: 20

ITOT

ITOT Risk / Return Rank: 73
ITOT Sharpe Ratio Rank: 74
ITOT Sortino Ratio Rank: 73
ITOT Omega Ratio Rank: 72
ITOT Calmar Ratio Rank: 66
ITOT Martin Ratio Rank: 78

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IDU vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Utilities ETF (IDU) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	IDU	ITOT	Difference
Sharpe ratio: Return per unit of total volatility	0.68	2.37	-1.70
Sortino ratio: Return per unit of downside risk	1.00	3.24	-2.23
Omega ratio: Gain probability vs. loss probability	1.12	1.43	-0.30
Calmar ratio: Return relative to maximum drawdown	1.01	3.25	-2.24
Martin ratio: Return relative to average drawdown	2.38	14.92	-12.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDU vs. ITOT - Sharpe Ratio Comparison

The current IDU Sharpe Ratio is 0.68, which is lower than the ITOT Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of IDU and ITOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IDU	ITOT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.68	2.37	-1.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.74	-0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.82	-0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.57	-0.15

Drawdowns

IDU vs. ITOT - Drawdown Comparison

The maximum IDU drawdown since its inception was -53.88%, roughly equal to the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for IDU and ITOT.

Drawdown Indicators

	IDU	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-53.88%	-55.20%	+1.32%
Max Drawdown (1Y) Largest decline over 1 year	-9.15%	-8.90%	-0.25%
Max Drawdown (3Y) Largest decline over 3 years	-16.74%	-19.44%	+2.70%
Max Drawdown (5Y) Largest decline over 5 years	-24.11%	-25.36%	+1.25%
Max Drawdown (10Y) Largest decline over 10 years	-36.18%	-35.00%	-1.18%
Current Drawdown Current decline from peak	-7.30%	-0.25%	-7.05%
Average Drawdown Average peak-to-trough decline	-11.38%	-6.97%	-4.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.89%	1.94%	+1.95%

Volatility

IDU vs. ITOT - Volatility Comparison

iShares U.S. Utilities ETF (IDU) has a higher volatility of 5.11% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 2.94%. This indicates that IDU's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDU	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.11%	2.94%	+2.17%
Volatility (6M) Calculated over the trailing 6-month period	10.94%	9.14%	+1.80%
Volatility (1Y) Calculated over the trailing 1-year period	13.80%	12.19%	+1.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.49%	17.35%	-0.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.72%	18.26%	+0.46%

IDU vs. ITOT - Expense Ratio Comparison

IDU has a 0.42% expense ratio, which is higher than ITOT's 0.03% expense ratio.

Dividends

IDU vs. ITOT - Dividend Comparison

IDU's dividend yield for the trailing twelve months is around 2.23%, more than ITOT's 0.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDU iShares U.S. Utilities ETF	2.23%	2.23%	2.29%	2.79%	2.39%	2.39%	2.94%	2.71%	2.80%	2.62%	3.18%	4.22%
ITOT iShares Core S&P Total U.S. Stock Market ETF	0.97%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%

Frequently Asked Questions

Can I hold both IDU and ITOT in my portfolio?

IDU and ITOT have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDU or ITOT?

IDU has higher volatility (5.11%) compared to ITOT (2.94%). In terms of maximum drawdown, IDU dropped -53.88% vs ITOT's -55.20%.

Which ETF is better, IDU or ITOT?

On 10-year performance, ITOT leads with 15.01% vs 8.80% for IDU. On fees, ITOT is cheaper at 0.03% per year. On volatility, ITOT has been the lower-risk option at 2.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDU or ITOT?

Over the 10-year period, ITOT has performed better with a 15.01% return vs 8.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDU or ITOT?

ITOT is cheaper with a 0.03% expense ratio, compared with 0.42% for IDU.

Which ETF pays a higher dividend yield, IDU or ITOT?

IDU has the higher dividend yield at 2.23%, compared with 0.97% for ITOT.

What is the main difference between IDU and ITOT?

IDU is categorized as Utilities Equities, while ITOT is Large Cap Blend Equities. IDU tracks Dow Jones U.S. Utilities Index, while ITOT tracks S&P Total Market Index. Their fees differ too: 0.42% for IDU and 0.03% for ITOT.

Which has better risk-adjusted returns?

ITOT currently has the higher Sharpe Ratio (2.37 vs 0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.